fractal: Fractal Time Series Modeling and Analysis

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Stochastic fractal and deterministic chaotic time series analysis.

Author
William Constantine [cre, aut], Donald Percival [aut]
Date of publication
2016-05-21 00:07:50
Maintainer
William Constantine <wlbconstan@gmail.com>
License
GPL-2
Version
2.0-1

View on CRAN

Man pages

beamchaos
Chaotic beam data
chaoticInvariant
Class for chaotic invariant objects
corrDim
Correlation dimension
determinism
Detecting determinism in a time series
DFA
Detrended fluctuation analysis
dispersion
Dispersion analysis
ecgrr
Electrocardiogram R-R Interval Data
eda.plot
Generic function for generating extended data analysis plots
eegduke
Electroencephalogram Recordings of a Seizure
embedSeries
Creates a delay embedding of a single variable time series
FDSimulate
Simulation of an FD process with time varying model...
FDWhittle
Estimate the Hurst coefficient by Whittle's method
findNeighbors
Nearest neighbor search in a multidimensional space
FNN
Estimation of the proper embedding dimension for a...
FNS
Estimation of the proper embedding dimension for a...
fractalBlock
Class constructor for block-dependent estimators for...
HDEst
Hurvich-Deo estimate of number of frequencies to use in a...
henon
Henon map
hurstACVF
Estimate the Hurst coefficient by regression of scaled asinh...
hurstBlock
Hurst coefficient estimation in the time domain
hurstSpec
Hurst coefficient estimation via spectral regression
infoDim
Information dimension
KDE
Nonparametric multidimensional probability density function...
lmACF
ACF, PACF, and ACVF for various stochastic fractal time...
lmConfidence
Confidence intervals for unknown mean
lmConvert
Stochastic fractal exponent conversion
lmModel
Constructor function for objects of class "lmModel"
lmSDF
SDF for various stochastic fractal time series models
lmSimulate
Stochastic fractal time series simulation
localProjection
Time series denoising via a local projection filtering...
lorenz
Chaotic response of the Lorenz system
lorenz.ode
Lorenz system ODEs
lyapunov
Local-Global Lyapunov Spectrum Estimation
medianFilter
Median filtering of a time series
pd5si
Gait stride intervals for a patient with Parkinson's Disease
poincareMap
Create a Poincare map
RoverS
Estimate the Hurst coefficient by rescaled range (R/S) method
spaceTime
Space time separation plot
stationarity
Testing for stationarity in a time series
surrogate
Surrogate data generation
timeLag
Estimate the proper time lag for single variable delay...

Files in this package

fractal
fractal/inst
fractal/inst/bookexams
fractal/inst/bookexams/group-Chapter_2.ssc
fractal/inst/bookexams/group-Chapter_5.ssc
fractal/inst/bookexams/group-Chapter_4.ssc
fractal/inst/bookexams/group-Appendix_A.ssc
fractal/inst/bookexams/group-Chapter_3.ssc
fractal/inst/bookexams/group-Chapter_6.ssc
fractal/NAMESPACE
fractal/R
fractal/R/sysdata.rda
fractal/R/fra_class.R
fractal/R/fra_chaos.R
fractal/R/fra_detm.R
fractal/R/fra_model.R
fractal/R/fra_dim.R
fractal/R/fra_fdp.R
fractal/R/fra_pkg.R
fractal/R/fra_neig.R
fractal/R/fra_kde.R
fractal/R/fra_filt.R
fractal/R/fra_hurst.R
fractal/R/fra_surr.R
fractal/R/fra_stny.R
fractal/README.md
fractal/MD5
fractal/DESCRIPTION
fractal/man
fractal/man/lmModel.Rd
fractal/man/embedSeries.Rd
fractal/man/lmSimulate.Rd
fractal/man/henon.Rd
fractal/man/RoverS.Rd
fractal/man/spaceTime.Rd
fractal/man/lmConvert.Rd
fractal/man/lmConfidence.Rd
fractal/man/lmACF.Rd
fractal/man/localProjection.Rd
fractal/man/lyapunov.Rd
fractal/man/FDSimulate.Rd
fractal/man/hurstSpec.Rd
fractal/man/lmSDF.Rd
fractal/man/findNeighbors.Rd
fractal/man/stationarity.Rd
fractal/man/chaoticInvariant.Rd
fractal/man/KDE.Rd
fractal/man/FNS.Rd
fractal/man/HDEst.Rd
fractal/man/eda.plot.Rd
fractal/man/eegduke.Rd
fractal/man/lorenz.Rd
fractal/man/DFA.Rd
fractal/man/corrDim.Rd
fractal/man/ecgrr.Rd
fractal/man/surrogate.Rd
fractal/man/FNN.Rd
fractal/man/pd5si.Rd
fractal/man/hurstACVF.Rd
fractal/man/medianFilter.Rd
fractal/man/timeLag.Rd
fractal/man/determinism.Rd
fractal/man/beamchaos.Rd
fractal/man/dispersion.Rd
fractal/man/hurstBlock.Rd
fractal/man/lorenz.ode.Rd
fractal/man/infoDim.Rd
fractal/man/FDWhittle.Rd
fractal/man/poincareMap.Rd
fractal/man/fractalBlock.Rd